I've always worked under this assumption as well, but I recently saw a video by a guy who uses only flux core on sheet metal. He claims it makes a softer weld than gas MIG. I think I might try it as there have been many times where I've tried to work MIG welds with a hammer/dolly, only to have it crack and/or not stretch at all.
My theory is that people maybe try to weld 20 gauge metal with .035 flux core, and of course heavy wire like that is going to burn through quite easily. But maybe you can get flux core in .025 or .023? I dunno, I haven't looked into it. But buying a roll of thin flux core wire sure sounds a lot cheaper than getting into a full TIG rig.